Fundamental Review of Trading Book (FRTB)



Service Description

Financial and technological advisory and implementation services for the design, definition and implementation of the new market risk-related capital requirements defined in FRTB by the Basel Committee in Financial Institutions.

Project Case

Advisory for a Tier I Financial Institution in the interpretation, design, definition, and implementation of the whole process for the FRTB measures on a daily basis. The Tier I Financial Institution was able to provide daily measures, for the IMA approach, since 2017.
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